Personal profile

Personal information

I received my PhD in 2003, with a thesis on "Optimal Financial Decision Making under Loss Averse Preferences". Then, I worked as a postdoc for the Netherlands Central Bank (DNB) for one year. During the year, I received an NWO-VENI grant and was a postdoc for another four years. I became assistant professor at the VU University Amsterdam in 2008 and associate professor in 2010.

Research

Arjen received his PhD in 2003 and worked for the Netherlands Central Bank (DNB) as a postdoc. He received an NWO-Veni grant in 2003 and was a postdoc at the VU for 4 years. He is Associate Professor of Finance since 2010.

Research focus: loss aversion in financial models, the housing market & real estate agents, pension fund investment and systems, banking. 

Ancillary activities

No ancillary activities

Last mutation Ancillary Activities: Amsterdam(2017-09-05)

Ancillary activities

Senior economist the CDA Research Institute, see www.cda.nl/wi

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Research Output 1997 2017

Panta rhei, measurement and discovery of change in financial markets

Zamojski, M. J. 2017 Amsterdam: Tinbergen Institute. 227 p.

Research output: ScientificPhD Thesis - Research VU, graduation VU

Real-Estate Agent Commission Structure and Sales Performance

Gautier, P. A., Siegmann, A. H. & van Vuuren, A. P. 2017 Amsterdam: Tinbergen Institute, 39 p.(Tinbergen Institute Discussion Paper Series; vol. 2017, no. 049/VI)

Research output: ScientificWorking paper

The evolving beta-liquidity relationship of hedge funds

Siegmann, A. & Stefanova, D. 2017 In : Journal of Empirical Finance.

Research output: Scientific - peer-reviewArticle

Policy Lessons from Systemic Risk Modeling and Measurement

Siegmann, A. H. 2016 Systemic Risk Tomography: Signals, Measurements and Transmission Channels. Billio, M., Pelizzon, L. & Savona, R. (eds.). ISTE-Elsevier

Research output: Scientific - peer-reviewChapter